Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 337 665 CHF | 341 565 CHF | 99,99% | 99,99% |
15/07/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 390 000 | 390 000 | 384 856 | 384 856 | 313 440 CHF | 317 288 CHF | 100,00% | 100,00% |
12/07/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 300 453 CHF | 304 248 CHF | 100,00% | 100,00% |
11/07/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 390 000 | 390 000 | 385 146 | 385 146 | 312 789 CHF | 316 643 CHF | 99,98% | 99,98% |
10/07/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 357 084 CHF | 361 076 CHF | 100,00% | 100,00% |
09/07/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 357 216 CHF | 361 200 CHF | 99,73% | 99,73% |
08/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 327 830 CHF | 331 723 CHF | 99,32% | 99,32% |
05/07/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 390 000 | 390 000 | 388 725 | 388 725 | 320 243 CHF | 324 130 CHF | 100,00% | 100,00% |
04/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 329 003 CHF | 332 888 CHF | 99,57% | 99,57% |
03/07/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 390 000 | 390 000 | 391 140 | 391 140 | 333 008 CHF | 336 920 CHF | 100,00% | 100,00% |